+430.5%
SN vs PCOR
+2.5%
+428.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +19.7% | -15.6% | -1.5% |
| 7D | +10.6% | +21.8% | -11.2% | +4.1% |
| 30D | +20.0% | +39.5% | -19.5% | +8.6% |
| 3M | +30.4% | +35.2% | -4.9% | +18.6% |
| 6M | +91.0% | +21.7% | +69.2% | +77.5% |
| YTD | +95.9% | +3.9% | +92.0% | +90.6% |
| 1Y | +158.9% | +6.9% | +151.9% | +149.1% |
| 3Y | +391.8% | +44.8% | +347.0% | +320.5% |
| All | +430.5% | +2.5% | +428.0% | +494.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling